+63.1%
DD vs WWD
+192.1%
-129.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.6% |
| 7D | -0.6% | +0.8% | -1.4% | -1.0% |
| 30D | -7.4% | -6.4% | -1.0% | -5.0% |
| 3M | -6.4% | -5.6% | -0.8% | -5.1% |
| 6M | -2.5% | -9.1% | +6.6% | +0.1% |
| YTD | +10.2% | +12.5% | -2.3% | +2.8% |
| 1Y | +36.9% | +41.3% | -4.4% | +14.4% |
| 3Y | +47.0% | +170.2% | -123.2% | -11.2% |
| 5Y | +63.1% | +192.5% | -129.3% | -8.7% |
| All | +63.1% | +192.1% | -129.0% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling